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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu May 29, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul08 080529 1358.00 1376.00 1309.00 1322.75 -50.00 7,728 197,624 +659
Aug08 080529 1361.00 1371.00 1315.00 1328.25 -47.50 1,454 21,092 +650
Sep08 080529 1322.00 1322.00 1322.00 1322.00 -40.25 232 12,099 +471
Nov08 080529 1349.00 1358.00 1312.00 1321.50 -35.75 4,965 166,141 +1,629
Jan09 080529 1358.00 1364.00 1333.00 1335.50 -35.50 59 17,068 +142
Mar09 080529 1372.00 1372.00 1342.50 1346.50 -35.50 43 5,386 +95
May09 080529 1371.00 1371.00 1353.00 1353.00 -34.50 96 6,367 +92
Total Volume and Open Interest 14,893 464,031 +6,309
Soybean Meal(CBOT)
Jul08 080529 340.00 344.00 327.50 331.80 -11.90 6,484 65,714 +507
Aug08 080529 343.00 344.80 330.50 334.60 -11.20 2,651 23,422 +290
Sep08 080529 341.50 342.00 331.50 333.30 -8.70 866 16,664 +424
Oct08 080529 331.50 332.50 326.30 327.30 -6.40 1,243 17,565 +583
Dec08 080529 331.50 331.50 323.00 326.80 -5.90 1,368 59,089 -693
Jan09 080529 331.50 331.50 326.00 327.80 -6.20 19 5,986 +15
Mar09 080529 330.50 330.50 330.30 330.30 -7.20 5 3,364 -1
May09 080529 330.00 332.90 330.00 332.90 -6.60 82 2,852 +51
Total Volume and Open Interest 12,741 201,522 +634
Soybean Oil(CBOT)
Jul08 080529 62.00 62.75 60.15 60.30 -2.35 4,307 120,548 +549
Aug08 080529 62.70 62.80 60.55 60.65 -2.33 1,309 20,981 +1,156
Sep08 080529 63.00 63.00 60.85 60.98 -2.33 771 12,686 -183
Oct08 080529 62.75 62.75 61.15 61.29 -2.32 294 10,599 +141
Dec08 080529 64.05 64.05 61.88 61.88 -2.33 1,151 57,664 +894
Jan09 080529 63.10 63.10 62.21 62.21 -2.33 25 4,614 +2
Mar09 080529 62.61 62.61 62.61 62.61 -2.30 2 5,304 +12
May09 080529 62.73 62.73 62.73 62.73 -2.28 43 3,151 +36
Total Volume and Open Interest 8,077 248,126 +121
Canola(WCE)
Jul08 080529 617.0 630.0 605.4 611.3 -13.2 4,229 34,087 -830
Total Volume and Open Interest 7,692 103,817 -804
Corn(CBOT)
Jul08 080529 588.00 594.00 573.00 582.25 -10.25 8,961 487,834 -11,402
Sep08 080529 601.00 607.00 586.00 595.25 -10.25 4,576 176,096 +4,299
Dec08 080529 614.50 621.00 599.75 609.50 -10.00 5,122 489,869 +1,060
Mar09 080529 627.50 633.25 614.75 623.00 -10.00 287 70,168 +262
May09 080529 637.00 637.50 625.25 631.75 -9.75 440 11,129 +760
Jul09 080529 647.00 647.00 632.00 638.25 -9.75 422 31,477 +379
Total Volume and Open Interest 21,708 1,398,958 +891
Wheat(CBOT)
Jul08 080529 752.00 756.00 731.00 743.50 -15.50 3,788 192,455 -899
Sep08 080529 766.50 771.00 747.00 759.25 -15.25 1,347 64,072 +2,292
Dec08 080529 793.00 793.00 768.00 781.00 -15.25 620 63,820 -263
Mar09 080529 800.50 800.50 800.50 800.50 -14.50 1 5,472 +183
May09 080529 812.00 812.00 812.00 812.00 -15.00 16 697 +105
Total Volume and Open Interest 5,868 359,733 -1,126
Wheat(KCBT)
Jul08 080529 797.00 802.00 782.00 794.00 -9.50 6,742 55,283 -119
Sep08 080529 810.00 812.00 795.50 806.00 -9.75 2,208 17,510 +98
Dec08 080529 830.00 832.00 814.00 827.00 -7.00 2,351 22,063 +575
Mar09 080529 845.00 846.50 833.00 843.00 -10.00 140 1,583 +63
May09 080529 845.00 845.00 845.00 845.00 -14.00 19 411 +5
Total Volume and Open Interest 11,504 106,761 +509
Wheat(MGE)
Jul08 080529 1045.00 1052.00 1040.00 1044.50 -5.50 1,227 6,032 -784
Sep08 080529 859.00 864.00 843.00 854.50 -10.50 1,127 18,330 -178
Dec08 080529 868.00 868.00 850.00 861.00 -7.00 498 16,405 -5
Mar09 080529 872.00 873.00 858.00 864.00 -11.00 378 1,623 +41
May09 080529 861.00 864.00 858.00 864.00 -16.00 32 227 +28
Total Volume and Open Interest 3,300 44,027 -279
Oats(CBOT)
Jul08 080529 386.00 386.00 377.00 382.00 -8.00 168 8,079 -79
Sep08 080529 396.00 396.00 393.50 393.50 -7.50 68 500 +10
Dec08 080529 409.00 409.00 409.00 409.00 -9.00 76 6,722 +29
Mar09 080529 426.00 429.00 420.50 423.00 -8.00 31 438 +15
Total Volume and Open Interest 343 15,739 -162
Rough Rice(CBOT)
Jul08 080529 18.15 18.90 18.15 18.85 +0.40 83 7,756 -224
Sep08 080529 17.06 18.50 17.06 18.37 +0.42 58 5,229 +4
Nov08 080529 18.15 18.43 18.15 18.43 +0.47 8 4,679 -39
Jan09 080529 18.76 18.76 18.76 18.76 +0.46 0 661 +139
Total Volume and Open Interest 149 18,574 +35
Live Cattle(CME)
Jun08 080529 96.680 96.950 95.700 95.950 -0.780 10,484 40,243 -2,799
Aug08 080529 101.400 101.850 100.600 100.930 -0.705 14,182 137,434 +1,195
Oct08 080529 107.850 108.150 106.950 107.450 -0.630 4,726 66,311 +898
Dec08 080529 108.300 108.800 107.700 107.930 -0.605 1,808 27,339 +439
Feb09 080529 109.135 109.350 108.500 108.980 -0.405 480 15,800 +106
Apr09 080529 110.050 110.600 109.900 110.350 -0.350 512 7,082 +178
Total Volume and Open Interest 32,234 296,776 -876
Feeder Cattle(CME)
Aug08 080529 115.650 116.150 115.400 115.450 -0.350 1,648 20,291 -35
Sep08 080529 116.050 116.900 116.000 116.285 -0.315 232 4,001 +46
Oct08 080529 117.000 117.480 116.600 117.035 -0.295 423 4,876 +117
Nov08 080529 117.000 117.750 116.800 117.400 -0.050 126 1,237 +30
Jan09 080529 115.400 116.000 115.000 115.000 -0.635 63 803 +3
Mar09 080529 113.200 113.200 113.200 113.200 unch 0 11 +0
Apr09 080529 112.500 112.500 112.500 112.500 unch 0 8 +0
Total Volume and Open Interest 2,492 31,227 +571
Lean Hogs(CME)
Jun08 080529 76.350 76.750 76.000 76.180 -0.570 4,838 17,943 -771
Jul08 080529 75.800 77.100 75.700 76.250 +0.200 8,418 75,106 +1,351
Aug08 080529 77.050 77.800 76.885 77.400 unch 2,470 60,799 -204
Oct08 080529 73.200 73.850 73.050 73.385 -0.045 1,191 40,238 -175
Dec08 080529 74.000 74.350 73.150 73.285 -0.895 659 36,394 +188
Feb09 080529 79.100 79.250 78.350 78.500 -0.800 643 16,418 +73
Apr09 080529 83.480 83.480 82.400 82.450 -1.280 344 8,988 +128
May09 080529 87.550 87.550 86.700 86.700 -1.200 13 251 +2
Total Volume and Open Interest 18,673 259,270 +884
Pork Bellies(CME)
Jul08 080529 73.500 76.180 73.500 75.750 +2.550 242 1,617 +137
Aug08 080529 74.550 76.150 74.300 75.600 +2.450 119 549 +73
Feb09 080529 96.450 98.200 96.450 98.100 +1.200 1 52 +1
Mar09 080529 96.500 96.500 96.500 96.500 unch 0 4 +0
May09 080529 32.969 32.969 32.969 32.969 unch      
Total Volume and Open Interest 362 2,222 +237
Class III Milk(CME)
May08 080529 18.19 18.19 18.18 18.18 unch 112 3,416 -88
Jun08 080529 20.06 20.13 20.06 20.13 -0.56 175 3,763 -15
Jul08 080529 21.20 21.20 20.55 20.55 -0.69 278 3,976 +88
Aug08 080529 21.12 21.12 20.52 20.52 -0.61 152 3,312 +61
Sep08 080529 20.60 20.60 20.60 20.60 -0.40 174 3,067 +49
Total Volume and Open Interest 1,153 31,835 +438
Cocoa(ICE)
Jul08 080529 2626 2744 2616 2730 +108 7,949 56,417 -1,238
Sep08 080529 2635 2746 2626 2736 +106 4,012 34,486 +703
Dec08 080529 2627 2740 2623 2728 +100 1,102 34,212 +100
Mar09 080529 2662 2711 2662 2711 +92 484 15,704 +135
May09 080529 2672 2716 2672 2716 +90 1 3,130 +0
Jul09 080529 2689 2713 2689 2713 +87 0 2,075 +0
Sep09 080529 2727 2727 2727 2727 +91 0 648 +0
Total Volume and Open Interest 13,548 149,130 -345
Coffee "C"(ICE)
Jul08 080529 135.80 137.00 132.20 132.50 -3.10 11,785 78,988 -1,601
Sep08 080529 138.50 139.25 134.55 134.85 -3.10 4,460 38,669 +1,513
Dec08 080529 142.00 142.80 138.30 138.30 -3.05 842 16,609 -324
Mar09 080529 144.85 145.05 141.55 141.65 -3.10 77 9,814 +48
May09 080529 147.00 147.00 143.70 143.75 -3.15 13 3,827 +0
Jul09 080529 149.00 149.50 145.80 145.80 -3.15 7 1,082 +0
Total Volume and Open Interest 17,192 151,518 -605
Orange Juice(ICE)
Jul08 080529 106.85 106.85 103.90 104.90 -0.95 1,226 21,351 -260
Sep08 080529 108.90 110.20 107.55 108.75 -0.70 269 4,999 +113
Nov08 080529 112.50 113.00 111.10 112.25 -0.50 123 2,560 +69
Jan09 080529 115.50 115.60 114.50 115.60 -0.35 44 1,806 +30
Mar09 080529 118.50 118.90 118.50 118.90 -0.60 45 2,197 +45
May09 080529 121.20 121.20 121.20 121.20 -1.30 5 26 +5
Total Volume and Open Interest 1,712 32,952 -177
Sugar #11(ICE)
Jul08 080529 10.14 10.22 9.84 9.97 -0.14 60,855 361,239 -7,268
Oct08 080529 11.29 11.42 11.21 11.34 +0.07 43,186 229,236 +3,639
Mar09 080529 12.67 12.85 12.60 12.74 +0.10 15,669 116,126 +4,340
May09 080529 13.15 13.35 13.14 13.26 +0.11 4,413 70,109 -95
Jul09 080529 13.46 13.66 13.44 13.60 +0.11 2,729 43,373 -691
Total Volume and Open Interest 130,882 912,911 +2,741
Sugar #14(ICE)
Jul08 080529 20.85 20.92 20.80 20.92 -0.08 578 2,545 +37
Sep08 080529 21.00 21.00 21.00 21.00 -0.05 88 1,742 +32
Nov08 080529 21.40 21.40 21.38 21.38 -0.02 19 1,572 +0
Jan09 080529 21.30 21.35 21.30 21.35 +0.02 0 806 +0
Mar09 080529 21.40 21.40 21.40 21.40 unch 0 482 +0
Total Volume and Open Interest 685 7,662 +145
London Cocoa(LCE)
Jul08 080529 1411 1475 1411 1468 +65 4,735 77,652 -2,352
Sep08 080529 1412 1465 1412 1458 +60 2,652 60,703 -273
Dec08 080529 1398 1446 1398 1446 +60 2,036 41,959 -140
Mar09 080529 1384 1430 1384 1427 +55 2,215 26,251 +206
May09 080529 1405 1433 1405 1433 +56 263 7,283 -121
Jul09 080529 1413 1443 1413 1443 +56 5 3,943 +0
Sep09 080529 1452 1452 1452 1452 +55 0 660 +0
Total Volume and Open Interest 11,906 219,609 -5,401
London Coffee(LCE)
May08 080529 2255.00 2261.00 2222.00 2222.00 -32.00 19 12 -38
Jul08 080529 2281.00 2285.00 2227.00 2246.00 -34.00 5,298 74,358 -671
Sep08 080529 2266.00 2279.00 2225.00 2245.00 -25.00 1,618 41,775 +581
Nov08 080529 2254.00 2257.00 2220.00 2233.00 -23.00 339 9,476 +74
Jan09 080529 2220.00 2221.00 2220.00 2221.00 -19.00 51 5,901 +46
Total Volume and Open Interest 7,325 131,522 -2,924
London Sugar(LCE)
Aug08 080529 323.00 324.60 318.00 320.00 -4.70 1,895 16,261 -281
Oct08 080529 329.30 331.20 325.00 326.50 -5.50 959 14,372 -140
Dec08 080529 337.30 339.00 335.00 336.20 -4.60 355 6,597 +150
Mar09 080529 350.30 352.70 349.30 349.70 -4.00 280 6,658 -26
May09 080529 357.60 357.60 356.70 356.70 -5.50 42 2,603 +12
Total Volume and Open Interest 3,531 52,909 -1,938
Cotton(ICE)
Jul08 080529 66.49 66.65 65.76 65.99 -0.50 14,061 120,033 -433
Oct08 080529 71.63 71.63 70.90 71.48 +0.02 122 3,828 +15
Dec08 080529 74.95 75.07 74.09 74.64 -0.30 9,655 120,497 +667
Mar09 080529 80.33 80.37 79.63 80.29 -0.08 501 15,599 +351
May09 080529 81.31 81.88 81.29 81.88 -0.09 63 1,671 +16
Jul09 080529 82.49 83.08 82.40 83.08 -0.04 135 2,272 +109
Total Volume and Open Interest 24,643 269,446 +2,222
Lumber(CME)
Jul08 080529 250.0 252.9 248.6 248.9 -0.8 1,128 9,982 -335
Sep08 080529 271.5 272.6 270.3 271.1 -1.3 815 3,460 +154
Nov08 080529 261.6 263.0 260.6 260.6 -0.8 138 1,240 +62
Jan09 080529 279.9 279.9 278.0 279.8 -2.3 36 587 +4
Total Volume and Open Interest 2,120 15,318 -74
Crude Oil(NYM)
Jul08 080529 128.85 132.90 126.50 126.62 -4.41 369,868 361,536 +1,718
Aug08 080529 129.40 132.69 126.69 126.81 -4.18 116,818 102,964 +5,928
Sep08 080529 129.15 129.15 126.70 126.75 -3.95 58,226 100,910 +6,427
Oct08 080529 131.35 131.35 126.62 126.62 -3.79 26,344 51,085 +360
Nov08 080529 126.48 126.48 126.48 126.48 -3.69 15,028 29,243 +586
Dec08 080529 131.50 131.50 126.20 126.34 -3.62 47,319 206,528 +76
Jan09 080529 126.19 126.19 126.19 126.19 -3.56 3,252 29,795 +340
Feb09 080529 127.72 127.74 126.04 126.04 -3.50 1,330 13,808 +137
Mar09 080529 125.90 125.90 125.90 125.90 -3.43 1,990 13,111 -1,016
Apr09 080529 125.76 125.76 125.76 125.76 -3.36 807 8,746 -28
May09 080529 125.63 125.63 125.63 125.63 -3.30 178 14,428 -96
Jun09 080529 128.74 128.74 125.50 125.50 -3.24 2,608 34,708 -328
Jul09 080529 125.36 125.36 125.36 125.36 -3.18 655 13,726 -202
Aug09 080529 125.22 125.22 125.22 125.22 -3.14 0 6,899 +0
Sep09 080529 125.08 125.08 125.08 125.08 -3.10 335 9,828 -5
Oct09 080529 124.95 124.95 124.95 124.95 -3.08 0 5,974 +0
Total Volume and Open Interest 686,486 1,352,095 +5,096
Heating Oil(NYM)
Jun08 080529 378.50 378.50 368.00 368.85 -13.58 19,554 16,434 -4,115
Jul08 080529 382.00 382.20 370.60 370.60 -14.10 35,609 69,879 +1,832
Aug08 080529 373.35 373.35 373.35 373.35 -13.85 9,315 22,489 +1,093
Sep08 080529 376.15 376.15 376.15 376.15 -13.75 5,994 13,527 +863
Oct08 080529 378.35 378.35 378.35 378.35 -13.30 2,906 11,451 -47
Nov08 080529 379.95 379.95 379.95 379.95 -13.05 2,042 7,403 +14
Dec08 080529 382.40 382.40 381.45 381.45 -12.80 4,144 20,404 -36
Jan09 080529 382.65 382.65 382.65 382.65 -12.30 1,341 14,116 +117
Feb09 080529 382.65 382.65 382.65 382.65 -11.75 345 3,564 +173
Mar09 080529 381.00 381.00 380.55 380.55 -10.85 109 1,561 +25
Apr09 080529 375.15 375.15 375.15 375.15 -9.95 52 1,508 +27
May09 080529 369.70 369.70 369.70 369.70 -9.25 30 745 -7
Total Volume and Open Interest 82,678 214,531 -5,543
Gasoline(NYMEX)
Jun08 080529 344.36 352.00 340.11 340.42 -4.34 43,981 24,635 -12,516
Jul08 080529 338.05 345.85 332.50 332.72 -5.69 48,095 99,790 +1,263
Aug08 080529 334.66 342.17 328.05 328.67 -6.49 16,390 25,357 +1,534
Sep08 080529 331.01 338.27 324.15 325.07 -6.99 10,631 30,234 +112
Oct08 080529 315.60 319.68 309.20 309.97 -7.94 3,273 30,531 -370
Nov08 080529 310.00 316.74 306.61 306.97 -7.99 1,934 8,780 +336
Dec08 080529 312.73 318.75 305.16 306.02 -7.99 2,467 18,610 +298
Jan09 080529 306.95 307.07 306.95 307.07 -7.99 787 6,601 -115
Feb09 080529 308.92 308.92 308.92 308.92 -8.04 782 2,818 +165
Mar09 080529 311.77 311.77 311.77 311.77 -8.09 155 2,163 -27
Total Volume and Open Interest 132,989 270,454 -8,387
e-MiNY RBOB Gasoline(NYMEX)
Jun08 080528 344.76 344.76 344.76 344.76 +6.46 2 8 +0
Jul08 080529 332.72 332.72 332.72 332.72 -5.69 3 5 +1
Aug08 080529 328.67 328.67 328.67 328.67 -6.49 0 1 +0
Sep08 080529 325.07 325.07 325.07 325.07 -6.99      
Total Volume and Open Interest 3 14 +1
Natural Gas(NYM)
Jul08 080529 12.021 12.075 11.466 11.474 -0.521 72,587 171,233 +3,200
Aug08 080529 11.875 11.910 11.565 11.565 -0.514 12,822 46,584 +916
Sep08 080529 11.920 11.920 11.583 11.583 -0.511 11,199 41,173 +1,861
Oct08 080529 11.973 12.010 11.658 11.658 -0.504 11,648 69,993 +268
Nov08 080529 12.370 12.370 11.908 11.908 -0.494 1,521 36,586 +253
Dec08 080529 12.635 12.635 12.278 12.278 -0.484 871 39,060 +38
Jan09 080529 12.860 12.860 12.508 12.508 -0.479 3,527 57,618 -761
Feb09 080529 12.820 12.820 12.473 12.473 -0.469 650 17,690 +129
Mar09 080529 12.570 12.570 12.228 12.228 -0.449 1,405 46,579 +126
Apr09 080529 10.700 10.700 10.388 10.388 -0.389 1,063 39,323 +53
May09 080529 10.460 10.460 10.243 10.243 -0.382 497 30,585 -90
Jun09 080529 10.790 10.790 10.315 10.315 -0.376 192 15,094 -4
Jul09 080529 10.630 10.630 10.405 10.405 -0.370 38 13,199 -1
Aug09 080529 10.700 10.700 10.465 10.465 -0.369 67 12,667 +24
Sep09 080529 10.720 10.720 10.485 10.485 -0.368 133 10,153 -6
Oct09 080529 10.790 10.790 10.548 10.548 -0.364 247 23,051 +141
Total Volume and Open Interest 157,950 896,493 -22,732
Brent Crude Oil(ICE)
Jul08 080529 130.36 132.85 126.09 126.89 -4.04 133,132 106,673 -1,796
Aug08 080529 130.33 132.83 126.16 126.93 -3.93 73,246 112,492 -6,270
Sep08 080529 130.09 132.83 126.40 126.98 -3.86 36,272 53,539 +1,202
Oct08 080529 130.04 132.87 126.46 127.06 -3.77 14,520 26,739 -274
Nov08 080529 130.04 132.96 126.62 127.17 -3.68 9,763 19,291 +142
Dec08 080529 130.02 133.01 126.71 127.23 -3.61 22,348 70,141 +350
Jan09 080529 130.19 130.96 127.38 127.38 -3.52 3,668 23,702 +848
Feb09 080529 130.24 130.24 127.47 127.47 -3.41 2,384 12,106 +77
Mar09 080529 130.24 130.24 127.50 127.50 -3.30 2,027 7,257 +96
Apr09 080529 127.47 127.47 127.47 127.47 -3.22 0 10,492 +287
May09 080529 127.50 127.50 127.47 127.47 -3.07 162 3,690 +734
Jun09 080529 129.30 129.76 127.33 127.33 -3.04 457 9,738 -1,793
Jul09 080529 127.20 127.20 127.20 127.20 -3.08 0 4,095 +908
Aug09 080529 127.04 127.04 127.04 127.04 -3.05 0 2,043 +0
Total Volume and Open Interest 306,344 562,168 +6,714
Gas Oil(ICE)
Jun08 080529 1241.75 1258.50 1190.25 1228.50 -16.50 26,016 46,282 -1,890
Jul08 080529 1245.00 1260.25 1193.50 1230.75 -17.50 24,280 64,683 +3,898
Aug08 080529 1253.50 1263.75 1198.50 1235.00 -17.75 9,137 22,540 +634
Sep08 080529 1256.75 1266.50 1206.00 1238.75 -17.25 4,847 17,584 +678
Oct08 080529 1250.50 1253.00 1206.00 1240.25 -16.50 2,821 15,928 +764
Nov08 080529 1249.00 1258.25 1211.50 1239.00 -16.25 1,821 12,615 +202
Dec08 080529 1258.00 1264.00 1203.00 1237.75 -15.75 5,805 33,258 +791
Jan09 080529 1248.25 1265.25 1219.75 1239.00 -15.00 793 21,495 -23
Feb09 080529 1245.25 1245.25 1234.50 1236.50 -13.50 237 2,900 +0
Mar09 080529 1240.25 1240.25 1229.75 1231.00 -13.00 146 2,441 +136
Total Volume and Open Interest 77,725 280,165 +5,369
Ethanol(CBOT)
May08 080505 2.525 2.525 2.500 2.525 +0.045 7 173 -7
Jun08 080529 2.482 2.482 2.391 2.406 -0.092 10 228 -6
Jul08 080529 2.430 2.430 2.372 2.387 -0.068 1 276 -1
Aug08 080529 2.460 2.460 2.380 2.410 -0.058 1 122 +1
Sep08 080529 2.430 2.440 2.382 2.407 -0.063 1 93 -1
Oct08 080529 2.430 2.450 2.375 2.450 -0.018 2 106 +0
Nov08 080529 2.450 2.450 2.410 2.430 -0.051 1 88 +0
Dec08 080529 2.452 2.455 2.410 2.455 -0.028 4 144 +2
Total Volume and Open Interest 49 2,069 +78
US Dollar Index(ICE)
Jun08 080529 72.540 73.210 72.530 73.105 +0.480 4,851 36,928 +199
Sep08 080529 73.180 73.595 73.180 73.495 +0.465 132 2,710 +9
Dec08 080529 73.770 74.000 73.770 73.895 +0.460 5 518 -1
Total Volume and Open Interest 4,988 40,156 -97
Australian Dollar(CME)
Jun08 080529 95.33 95.35 95.33 95.33 -0.64 0 104,464 +1,150
Sep08 080529 94.17 94.17 94.17 94.17 -0.64 0 3,547 +60
Dec08 080529 93.01 93.01 93.01 93.01 -0.64 0 1,030 +0
Total Volume and Open Interest 0 109,112 +3,663
British Pound(CME)
Jun08 080529 197.54 197.55 197.28 197.28 -0.45 30 160,631 +494
Sep08 080529 195.90 195.90 195.90 195.90 -0.43 21 3,134 +106
Dec08 080529 194.51 194.51 194.51 194.51 -0.43 3 382 +0
Total Volume and Open Interest 54 164,327 +4,901
Canadian Dollar(CME)
Jun08 080529 101.44 101.44 100.44 101.11 +0.13 165 117,712 +3,443
Sep08 080529 101.41 101.41 101.03 101.03 +0.13 104 8,026 +138
Dec08 080529 100.98 100.98 100.98 100.98 +0.13 0 3,414 +28
Mar09 080529 101.00 101.00 101.00 101.00 +0.16 24 878 +11
Total Volume and Open Interest 321 131,478 +9,143
Japanese Yen(CME)
Jun08 080529 95.12 95.12 94.57 94.83 -0.80 434 169,470 +5,378
Sep08 080529 95.31 95.31 95.31 95.31 -0.79 10 5,949 +61
Dec08 080529 95.77 95.77 95.77 95.77 -0.79 400 1,082 +414
Total Volume and Open Interest 844 177,069 +4,829
Swiss Franc(CME)
Jun08 080529 95.57 95.57 95.28 95.28 -1.09 170 66,897 -257
Sep08 080529 95.34 95.34 95.34 95.34 -1.08 50 2,366 +139
Dec08 080529 95.36 95.36 95.36 95.36 -1.07 0 62 +0
Total Volume and Open Interest 220 69,450 +3,773
EuroFX(CME)
Jun08 080529 155.47 155.70 154.76 154.97 -1.23 419 215,727 +287
Sep08 080529 154.13 154.27 154.13 154.27 -1.20 10 4,888 +270
Dec08 080529 153.57 153.57 153.57 153.57 -1.18 277 1,025 -2
Total Volume and Open Interest 706 221,968 +3,689
Mexican Peso(CME)
Jun08 080529 967.8 967.8 966.8 966.8 +2.5 23,956 113,921 -4,447
Jul08 080529 962.2 962.2 962.2 962.2 +2.0      
Total Volume and Open Interest 47,911 139,788 +21,683
30-Year T-Bonds(CBOT)
Jun08 080529 114~260 114~285 113~120 113~300 -0~265 642,429 477,019 -170,782
Sep08 080529 113~275 113~300 112~140 112~315 -0~275 324,197 505,124 +189,379
Dec08 080529 112~125 112~125 111~220 111~255 -0~270 19 70 +12
Total Volume and Open Interest 966,645 982,230 +55,634
10-Year T-Notes(CBOT)
Jun08 080529 114~030 114~055 113~040 113~225 -0~135 1,732,285 964,507 -375,301
Sep08 080529 112~190 112~215 111~175 112~050 -0~155 820,167 1,248,874 +421,648
Dec08 080529 111~000 111~000 111~000 111~000 -0~195 0 933 +0
Total Volume and Open Interest 2,552,452 2,214,314 +157,206
5-Year T-Notes(CBOT)
Jun08 080529 110~076 110~092 110~044 110~088 -0~034 969,451 0 +0
Sep08 080529 109~096 109~108 109~062 109~108 -0~036 414,363 0 +0
Dec08 080529 109~108 109~108 109~108 109~108 -0~036      
Total Volume and Open Interest 1,383,814    
2 Year T-Notes(CBOT)
Jun08 080529 105~089 105~100 105~076 105~100 -0~005 84,117 470,555 -229,787
Sep08 080529 105~012 105~032 105~008 105~032 -0~006 81,320 644,122 +243,888
Dec08 080529 105~032 105~032 105~032 105~032 -0~006      
Total Volume and Open Interest 165,437 1,114,677 -24,693
Eurodollars(CME)
Jun08 080529 97.265 97.285 97.243 97.285 -0.005 8,504 1,292,546 -8,906
Sep08 080529 97.115 97.145 97.070 97.145 -0.020 8,815 1,455,292 +16,522
Dec08 080529 96.830 96.865 96.750 96.865 -0.030 7,365 1,391,262 +14,310
Mar09 080529 96.585 96.630 96.510 96.630 -0.035 8,199 1,126,116 +18,424
Jun09 080529 96.325 96.360 96.245 96.360 -0.055 10,340 922,625 +13,206
Sep09 080529 96.095 96.130 96.010 96.130 -0.065 6,518 811,474 +22,860
Dec09 080529 95.880 95.915 95.795 95.915 -0.065 4,114 590,221 +13,657
Mar10 080529 95.740 95.770 95.645 95.770 -0.070 4,786 470,724 +19,781
Jun10 080529 95.600 95.620 95.520 95.620 -0.080 4,023 281,531 +1,595
Sep10 080529 95.485 95.500 95.405 95.490 -0.095 4,475 205,201 -555
Dec10 080529 95.370 95.380 95.280 95.365 -0.100 2,896 172,838 +1,239
Mar11 080529 95.300 95.315 95.220 95.295 -0.105 2,558 118,985 +1,663
Jun11 080529 95.245 95.255 95.145 95.220 -0.110 2,397 114,725 +1,331
Sep11 080529 95.195 95.195 95.095 95.165 -0.115 2,307 77,434 +375
Dec11 080529 95.130 95.130 95.030 95.100 -0.115 1,672 74,859 +1,553
Mar12 080529 95.105 95.115 95.005 95.075 -0.115 1,546 105,612 +957
Jun12 080529 95.030 95.030 94.975 95.030 -0.120 1,162 47,666 -86
Sep12 080529 94.990 94.990 94.930 94.990 -0.120 3,314 46,162 +3,154
Total Volume and Open Interest 89,985 9,478,174 +135,725
30 Day Federal Funds(CBOT)
May08 080529 6.270 6.270 6.265 6.270 unch 175 134,086 -1,582
Jun08 080529 6.245 6.250 6.245 6.250 -0.005 351 79,696 +143
Jul08 080529 6.250 6.255 6.250 6.255 -0.010 160 109,777 -711
Aug08 080529 6.225 6.225 6.225 6.225 -0.025 50 93,496 -200
Sep08 080529 6.195 6.200 6.195 6.200 -0.025 0 64,843 +1,284
Oct08 080529 97.900 97.900 97.900 97.900 -0.030 1,138 85,117 -1,603
Total Volume and Open Interest 5,029 745,081 +9,133
30 Day Fed Funds(e-CBOT)
May08 080529 98.020 98.020 98.015 98.020 unch 6,075 134,086 -1,582
Jun08 080529 98.005 98.005 97.990 97.995 -0.010 2,834 79,696 +143
Jul08 080529 98.010 98.010 97.995 98.005 -0.005 7,908 109,777 -711
Aug08 080529 98.000 98.000 97.955 97.975 -0.025 12,223 93,496 -200
Sep08 080529 97.975 97.975 97.910 97.950 -0.025 7,396 64,843 +1,284
Oct08 080529 97.925 97.930 97.860 97.900 -0.025 15,452 85,117 -1,603
Total Volume and Open Interest 79,861 740,554 +813
3-Mth Euro-Yen(CME)
Jun08 080529 99.15 99.15 99.15 99.15 unch 4 15,859 -76
Sep08 080529 99.10 99.10 99.10 99.10 unch 39 6,407 +68
Dec08 080529 98.98 98.98 98.98 98.98 -0.04 9 2,428 +13
Mar09 080529 98.87 98.87 98.87 98.87 -0.06 0 1,420 +0
Jun09 080529 98.78 98.78 98.78 98.78 -0.05 0 256 +0
Sep09 080529 98.70 98.70 98.70 98.70 -0.06 0 350 +0
Dec09 080529 98.65 98.65 98.65 98.65 -0.06 0 1 +0
Mar10 080529 98.60 98.60 98.60 98.60 -0.06      
Jun10 080529 98.55 98.55 98.55 98.55 -0.06      
Sep10 080529 98.53 98.53 98.53 98.53 -0.03      
Total Volume and Open Interest 52 26,721 +5
3-Mth Euro-Yen(SGX)
Jun08 080529 99.14 99.15 99.14 99.15 unch 293 32,174 -97
Sep08 080529 99.10 99.10 99.08 99.10 unch 155 16,054 +130
Dec08 080529 99.01 99.01 98.99 98.99 -0.03 134 13,207 +99
Mar09 080529 98.89 98.90 98.87 98.89 -0.03 82 9,353 -194
Jun09 080529 98.82 98.82 98.75 98.79 -0.03 433 3,021 -110
Sep09 080529 98.71 98.71 98.71 98.71 -0.03 0 1,278 +0
Dec09 080529 98.67 98.67 98.67 98.67 -0.03 0 479 +0
Mar10 080529 98.62 98.62 98.62 98.62 -0.03 0 450 +0
Total Volume and Open Interest 1,097 80,627 -351
Japanese Gov't Bonds(SGX)
Jun08 080527 134.31 134.70 134.05 134.51 -0.13 3,831 17,222 +191
Sep08 080529 133.18 133.25 133.06 133.25 -0.83 56 0 +0
Dec08 080529 133.25 133.25 133.25 133.25 -0.83      
Total Volume and Open Interest 2,650 19,261 +238
Euro-Bund(EUREX)
Jun08 080529 112.15 112.24 111.49 111.59 -0.74 787,038 1,267,013 -25,334
Sep08 080529 112.35 112.37 111.63 111.72 -0.76 18,157 43,153 +13,826
Dec08 080529 111.39 111.39 111.39 111.39 -0.74 127 1 +0
Total Volume and Open Interest 805,322 1,310,167 -11,508
Euro-Bobl(EUREX)
Jun08 080529 107.20 107.26 106.75 106.81 -0.46 463,764 1,070,784 -38,653
Sep08 080529 107.52 107.55 107.01 107.06 -0.50 36,607 61,995 +21,925
Dec08 080529 106.50 106.50 106.50 106.50 -0.46      
Total Volume and Open Interest 500,371 1,132,779 -16,728
3-Mth Euribor(EUREX)
Jun08 080529 95.150 95.150 95.125 95.125 -0.025 415 29,552 +180
Sep08 080529 95.165 95.175 95.070 95.085 -0.085 297 8,698 -62
Dec08 080529 95.110 95.125 95.015 95.015 -0.115 118 4,819 -12
Total Volume and Open Interest 1,161 50,736 -49
Long Gilt(LIFFE)
Jun08 080529 106~03 106~05 105~13 105~20 -0~17 221,255 82,574 -187,358
Sep08 080529 105~28 106~01 105~09 105~15 -0~17 177,108 288,905 +117,347
Total Volume and Open Interest 398,363 371,479 +23,634
3-Mth Short Sterling(LIFFE)
Jun08 080529 94.10 94.10 94.10 94.10 -0.03 21,492 411,552 -13,839
Sep08 080529 93.99 93.99 93.99 93.99 -0.11 36,279 463,232 -7,513
Dec08 080529 93.91 93.91 93.91 93.91 -0.16 44,337 562,873 -4,256
Mar09 080529 93.95 93.95 93.95 93.95 -0.20 63,397 450,363 +3,524
Jun09 080529 93.99 93.99 93.99 93.99 -0.21 53,702 391,845 -7,040
Sep09 080529 94.00 94.00 94.00 94.00 -0.20 35,009 179,961 -13,199
Total Volume and Open Interest 274,081 2,782,378 -33,778
3-Mth Euribor(LIFFE)
Jun08 080529 95.145 95.155 95.120 95.125 -0.025 61,563 742,384 +4,741
Sep08 080529 95.155 95.180 95.060 95.085 -0.085 88,732 595,272 +2,762
Dec08 080529 95.115 95.130 94.990 95.020 -0.110 101,583 602,715 +2,984
Total Volume and Open Interest 606,482 3,684,046 +54,766
3-Mth Aus T-Bills(SFE)
Jun08 080529 92.20 92.23 92.19 92.21 -0.02 17,736 329,894 +4,765
Sep08 080529 91.98 92.05 91.98 92.01 -0.04 22,234 308,942 +13,632
Dec08 080529 91.93 91.98 91.91 91.94 -0.05 24,353 143,268 +18,988
Mar09 080529 91.93 91.99 91.93 91.94 -0.06 12,354 74,132 +6,137
Jun09 080529 92.01 92.03 91.98 92.00 -0.07 5,035 60,404 +3,863
Sep09 080529 92.10 92.13 92.08 92.10 -0.07 1,004 51,113 +688
Dec09 080529 92.20 92.22 92.18 92.19 -0.08 839 26,571 +65
Mar10 080529 92.29 92.32 92.28 92.28 -0.09 847 13,844 +842
Jun10 080529 92.35 92.35 92.35 92.35 -0.09 20 1,744 +10
Sep10 080529 92.40 92.40 92.40 92.40 -0.08 20 934 +0
Total Volume and Open Interest 84,532 1,011,736 +49,080
10-Year Aus T-Bonds(SFE)
Jun08 080529 93.42 93.46 93.38 93.39 -0.09 20,368 496,913 +17,689
Sep08 080529 93.39 93.39 93.39 93.39 -0.09 65 70 +70
Total Volume and Open Interest 20,433 496,983 +17,759
3-Year Aus T-Bonds(SFE)
Jun08 080529 93.17 93.22 93.16 93.17 -0.07 47,453 705,182 +37,021
Sep08 080529 93.14 93.14 93.14 93.14 -0.07 0 200 +0
Total Volume and Open Interest 47,453 705,382 +37,021
Gold(CMX)
Jun08 080529 894.5 894.5 873.0 877.2 -23.3 149,889 42,333 -38,664
Aug08 080529 896.0 898.5 877.0 881.7 -23.3 106,845 240,691 +27,896
Oct08 080529 900.2 900.2 886.1 886.1 -23.3 1,176 13,708 -97
Dec08 080529 896.5 896.5 890.5 890.5 -23.2 5,106 49,881 +2,091
Feb09 080529 895.1 895.1 895.1 895.1 -23.1 781 17,151 +622
Apr09 080529 899.7 899.7 899.7 899.7 -22.9 286 10,409 -15
Jun09 080529 904.5 904.5 904.5 904.5 -22.7 612 13,875 +322
Aug09 080529 909.9 909.9 909.9 909.9 -22.6 2 3,010 +0
Oct09 080529 915.2 915.2 915.2 915.2 -22.4 2 678 +0
Dec09 080529 920.7 920.7 920.7 920.7 -22.2 67 13,088 -2
Feb10 080529 926.5 926.5 926.5 926.5 -21.9 127 118 +0
Total Volume and Open Interest 265,409 423,128 -14,953
Silver(CMX)
Jul08 080529 1717.0 1727.0 1651.0 1651.5 -90.0 29,900 67,830 -35
Sep08 080529 1668.0 1668.0 1661.0 1661.0 -90.1 571 14,728 +83
Dec08 080529 1695.0 1695.0 1674.0 1674.0 -90.3 240 21,005 -91
Mar09 080529 1687.4 1687.4 1687.4 1687.4 -90.3 83 5,515 +0
May09 080529 1696.7 1696.7 1696.7 1696.7 -90.3 2 2,407 +0
Jul09 080529 1706.0 1706.0 1706.0 1706.0 -90.3 6 3,488 +1
Sep09 080529 1715.1 1715.1 1715.1 1715.1 -90.5 1 209 +0
Total Volume and Open Interest 31,105 126,427 -214
Platinum(NYMEX)
Jul08 080529 1993.0 1993.0 1985.0 1990.2 -76.7 3,481 15,804 -519
Oct08 080529 1990.7 1990.7 1990.7 1990.7 -76.2 127 1,090 +119
Jan09 080529 1990.7 1990.7 1990.7 1990.7 -77.2 1 0 +0
Total Volume and Open Interest 3,609 16,894 -517
Palladium(NYMEX)
Jun08 080529 430.00 430.00 427.80 427.80 -8.45 3,368 2,316 -2,094
Sep08 080529 439.75 439.75 427.60 431.80 -7.95 3,033 0 +0
Dec08 080529 441.75 441.75 432.10 435.95 -7.95 61 0 +0
Total Volume and Open Interest 6,463 2,316 -16,805
Copper(CMX)
Jul08 080529 359.00 360.25 355.85 355.85 -13.65 12,682 56,535 -917
Sep08 080529 359.50 360.00 355.85 355.85 -13.35 2,540 21,993 +689
Dec08 080529 357.90 357.90 354.25 354.25 -12.90 251 10,268 +99
Mar09 080529 354.00 354.00 352.20 352.20 -12.45 34 1,858 -8
May09 080529 351.00 351.00 351.00 351.00 -11.95 3 420 +3
Total Volume and Open Interest 16,900 97,485 -1,666
Aluminum(CMX)
Jun08 080529 130.50 130.50 130.50 130.50 -3.75      
Jul08 080529 130.50 130.50 130.50 130.50 -3.75      
Aug08 080529 130.50 130.50 130.50 130.50 -3.75      
Sep08 080529 130.50 130.50 130.50 130.50 -3.75      
Oct08 080529 130.50 130.50 130.50 130.50 -3.75      
Nov08 080529 130.50 130.50 130.50 130.50 -3.75      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun08 080529 12570 12722 12550 12624 +25 1,215 27,705 -133
Sep08 080529 12570 12710 12570 12624 +25 10 1,634 +8
Dec08 080529 12665 12665 12633 12633 +24 0 1,873 +1
Mar09 080529 12646 12646 12646 12646 +25      
Total Volume and Open Interest 1,225 31,212 +4
S & P 500(CME)
Jun08 080529 1388.30 1407.00 1388.30 1397.80 +6.30 26,486 491,051 -6,321
Sep08 080529 1399.20 1406.50 1398.80 1399.50 +6.30 6,316 58,658 +6,183
Dec08 080529 1406.00 1406.00 1401.90 1401.90 +6.50 150 11,401 +94
Mar09 080529 1405.60 1405.60 1405.60 1405.60 +7.20 0 8 +0
Total Volume and Open Interest 32,952 561,130 +395
S & P 500 E-Mini(Globex)
Jun08 080529 1390.00 1407.00 1386.75 1397.75 +6.25 1,703,573 2,165,593 +3,222
Sep08 080529 1392.00 1408.50 1389.00 1399.50 +6.25 10,452 120,700 +5,074
Total Volume and Open Interest 1,714,026 2,291,884 +8,435
NASDAQ 100(CME)
Jun08 080529 2004.00 2033.00 2004.00 2023.00 +18.00 1,613 37,636 +290
Sep08 080529 2032.00 2034.00 2030.50 2031.80 +18.30 1 263 -3
Dec08 080529 2041.50 2041.50 2041.50 2041.50 +18.20 0 2 +0
Total Volume and Open Interest 1,614 37,901 -762
NASDAQ 100 E-Mini(Globex)
Jun08 080529 2002.50 2033.00 1999.80 2023.00 +18.00 309,767 368,890 -4,390
Sep08 080529 2006.00 2041.30 2002.50 2031.80 +18.30 894 7,751 +361
Total Volume and Open Interest 310,661 376,641 +14,936
S & P Midcap 400(CME)
Jun08 080529 871.50 876.00 871.50 874.90 +1.10 31 5,790 +13
Sep08 080529 876.05 876.05 876.05 876.05 +1.10 0 55 +0
Dec08 080529 881.05 881.05 881.05 881.05 +1.10 0 2 +0
Total Volume and Open Interest 31 5,847 +100
Russell 2000(CME)
Jun08 080529 736.00 751.00 736.00 744.90 +6.40 360 39,803 -518
Sep08 080529 744.60 744.60 744.60 744.60 +6.40 0 29 +0
Total Volume and Open Interest 360 39,832 -88
Russell 2000 E-Mini(Globex)
Jun08 080529 738.30 751.50 735.30 744.90 +6.40 189,403 718,107 -483
Sep08 080529 736.50 751.10 734.80 744.60 +6.40 349 7,097 +83
Total Volume and Open Interest 189,752 725,204 +9,486
Nikkei 225(CME)
Jun08 080529 13905 14160 13860 14125 +375 93,991 207,836 +136
Sep08 080529 13920 14170 13920 14145 +415 410 1,906 +34
Total Volume and Open Interest 94,401 209,844 +220
Nikkei 225(SGX)
Jun08 080529 13905 14160 13860 14125 +375 93,991 207,836 +136
Sep08 080529 13920 14170 13920 14145 +415 410 1,906 +34
Dec08 080529 14095 14095 14095 14095 +420 0 10 +0
Total Volume and Open Interest 94,401 209,844 +220
CAC 40(EURONEXT)
Jun08 080529 4982.5 5017.0 4950.0 4975.5 +13.0 121,926 526,498 +36,997
Jul08 080529 4996.0 5028.5 4975.0 4988.5 +13.0 166 1,460 +45
Aug08 080529 5005.0 5040.0 5005.0 5006.5 +14.0 5 145 +5
Total Volume and Open Interest 122,233 532,183 +53,422
Hang Seng Index(HKFE)
May08 080529 24560 24580 24313 24346 +115 8,945 5,462 -164
Jun08 080529 24452 24575 24162 24352 +179 5,290 2,862 -2,754
Total Volume and Open Interest 14,240 8,337 -2,960
DAX(EUREX)
Jun08 080529 7084.0 7121.5 7021.0 7080.0 +19.0 168,947 251,748 +7,954
Sep08 080529 7123.0 7193.5 7097.5 7156.0 +20.5 901 8,566 +272
Dec08 080529 7227.5 7264.0 7177.5 7236.5 +21.5 125 3,632 -17
Total Volume and Open Interest 169,973 263,946 +5,208
FT-SE 100(EURONEXT)
Jun08 080529 6114.50 6135.00 6042.00 6074.50 +5.00 73,743 472,090 -2,136
Sep08 080529 6142.00 6162.00 6074.00 6105.00 +5.50 194 14,906 +25
Dec08 080529 6146.00 6152.00 6146.00 6152.00 +6.50 4 4,432 +0
Total Volume and Open Interest 73,941 491,428 -8,431
SPI 200(SFE)
Jun08 080529 5704.0 5734.0 5671.0 5727.0 +53.0 20,637 235,072 +14,327
Sep08 080529 5616.0 5734.0 5616.0 5734.0 +52.0 373 2,563 +68
Dec08 080529 5794.0 5794.0 5794.0 5794.0 +52.0 138 1,516 +69
Total Volume and Open Interest 21,314 239,310 +14,401
GSCI(CME)
Jun08 080529 792.75 808.00 779.50 780.80 -24.60 263 16,131 +48
Jul08 080529 797.00 797.00 785.50 785.50 -22.00 0 10 +0
Aug08 080529 130.64 130.64 130.64 130.64 -22.00      
Total Volume and Open Interest 263 16,141 +11
RJ/CRB Index(ICE)
Jun08 080529 545.70 547.75 538.00 538.00 -9.75 13 260 -2
Aug08 080529 558.45 558.75 549.00 549.00 -9.75 3 699 +1
Nov08 080529 560.00 560.00 560.00 560.00 -9.75 0 190 +0
Total Volume and Open Interest 16 1,165 +1,165
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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